ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	119-152	119-135	-0-017	0.0%	120-030
High	119-247	119-232	-0-015	0.0%	120-250
Low	119-115	119-122	0-007	0.0%	119-170
Close	119-140	119-197	0-057	0.1%	119-180
Range	0-132	0-110	-0-022	-16.7%	1-080
ATR	0-127	0-126	-0-001	-1.0%	0-000
Volume	693,780	741,397	47,617	6.9%	3,823,202

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-194	120-145	119-258
R3	120-084	120-035	119-227
R2	119-294	119-294	119-217
R1	119-245	119-245	119-207	119-270
PP	119-184	119-184	119-184	119-196
S1	119-135	119-135	119-187	119-160
S2	119-074	119-074	119-177
S3	118-284	119-025	119-167
S4	118-174	118-235	119-136

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-227	122-283	120-080
R3	122-147	121-203	119-290
R2	121-067	121-067	119-253
R1	120-123	120-123	119-217	120-055
PP	119-307	119-307	119-307	119-272
S1	119-043	119-043	119-143	118-295
S2	118-227	118-227	119-107
S3	117-147	117-283	119-070
S4	116-067	116-203	118-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-090	119-115	0-295	0.8%	0-136	0.4%	28%	False	False	961,637
10	120-250	119-010	1-240	1.5%	0-146	0.4%	33%	False	False	533,839
20	120-250	118-200	2-050	1.8%	0-126	0.3%	46%	False	False	269,704
40	120-250	118-070	2-180	2.1%	0-086	0.2%	55%	False	False	135,087
60	120-250	117-260	2-310	2.5%	0-057	0.1%	61%	False	False	90,127
80	120-250	117-260	2-310	2.5%	0-043	0.1%	61%	False	False	67,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-060
2.618	120-200
1.618	120-090
1.000	120-022
0.618	119-300
HIGH	119-232
0.618	119-190
0.500	119-177
0.382	119-164
LOW	119-122
0.618	119-054
1.000	119-012
1.618	118-264
2.618	118-154
4.250	117-294

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	119-190	119-210
PP	119-184	119-206
S1	119-177	119-201

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These figures are updated between 7pm and 10pm EST after a trading day.

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